+191.3%
ECHO vs EAT
+370.1%
-178.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.5% |
| 7D | +5.3% | -6.8% | +12.1% | +7.0% |
| 30D | +2.4% | -5.4% | +7.8% | +3.5% |
| 3M | -21.8% | +42.8% | -64.5% | -28.6% |
| 6M | -16.9% | +56.5% | -73.4% | -26.7% |
| YTD | -16.0% | +50.0% | -66.0% | -25.3% |
| 1Y | +9.3% | +38.3% | -29.0% | -1.7% |
| 3Y | +406.2% | +591.6% | -185.4% | +210.3% |
| 5Y | +251.0% | +312.6% | -61.7% | +129.1% |
| 10Y | +191.3% | +381.4% | -190.2% | +56.3% |
| All | +191.3% | +370.1% | -178.8% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling